Related papers: Probabilistic Load-Margin Assessment using Vine Co…
The increase in renewable energy sources (RESs), like wind or solar power, results in growing uncertainty also in transmission grids. This affects grid stability through fluctuating energy supply and an increased probability of overloaded…
To model high dimensional data, Gaussian methods are widely used since they remain tractable and yield parsimonious models by imposing strong assumptions on the data. Vine copulas are more flexible by combining arbitrary marginal…
Many real-world datasets contain missing entries and mixed data types including categorical and ordered (e.g. continuous and ordinal) variables. Imputing the missing entries is necessary, since many data analysis pipelines require complete…
This paper proposes a novel methodology for probabilistic dynamic security assessment and enhancement of power systems that considers load and generation variability, N-2 contingencies, and uncertain cascade propagation caused by uncertain…
Nonlinear state estimation (SE), with the goal of estimating complex bus voltages based on all types of measurements available in the power system, is usually solved using the iterative Gauss-Newton method. The nonlinear SE presents some…
In stochastic simulation, input uncertainty refers to the propagation of the statistical noise in calibrating input models to impact output accuracy, in addition to the Monte Carlo simulation noise. The vast majority of the input…
Load flow analysis is a fundamental technique used by electrical engineers to simulate and evaluate power system behavior under steady-state conditions. It enables efficient operation and control by determining how active and reactive power…
In this paper, we propose an efficient importance sampling algorithm for rare event simulation under copula models. In the algorithm, the derived optimal probability measure is based on the criterion of minimizing the variance of the…
Increasing frequency and intensity of extreme weather events motivates the assessment of power system resilience. The random nature of power system failures during these events mandates probabilistic resilience assessment, but…
This paper investigates the uncertain power flow analysis in distribution networks within the context of renewable power resources integration such as wind and solar power. The analysis aims to bound the worst-case voltage magnitude in any…
High wind energy penetration critically challenges the economic dispatch of current and future power systems. Supply and demand must be balanced at every bus of the grid, while respecting transmission line ratings and accounting for the…
As an important tool in financial risk management, stress testing aims to evaluate the stability of financial portfolios under some potential large shocks from extreme yet plausible scenarios of risk factors. The effectiveness of a stress…
Microgrids are resources that can be used to restore critical loads after a natural disaster, enhancing resilience of a distribution network. To deal with the stochastic nature of intermittent energy resources, such as wind turbines (WTs)…
Deregulated energy markets, demand forecasting, and the continuously increasing share of renewable energy sources call---among others---for a structured consideration of uncertainties in optimal power flow problems. The main challenge is to…
Heating, ventilation, and air-conditioning (HVAC) systems are ideal demand-side flexible resources to provide regulation services. However, finding the best hourly regulation capacity offers for HVAC systems in a power market ahead of time…
In this paper, the problem of state estimation, in the context of both filtering and smoothing, for nonlinear state-space models is considered. Due to the nonlinear nature of the models, the state estimation problem is generally intractable…
In this paper, we study the identifiability and the estimation of the parameters of a copula-based multivariate model when the margins are unknown and are arbitrary, meaning that they can be continuous, discrete, or mixtures of continuous…
Photovoltaic (PV) power is affected by weather conditions, making the power generated from the PV systems uncertain. Solving this problem would help improve the reliability and cost effectiveness of the grid, and could help reduce reliance…
In the study of phase transitions a very few models are accessible to exact solution. In the most cases analytical simplifications have to be done or some numerical technique has to be used to get insight about their critical properties.…
This paper presents a probabilistic method for capturing non-monotonic behavior under the biphasic dose-response regime observed in many biological systems experiencing different types of stress. The proposed method is based on the…